Ruin estimates under interest force (Q1902621)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Ruin estimates under interest force |
scientific article; zbMATH DE number 819409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin estimates under interest force |
scientific article; zbMATH DE number 819409 |
Statements
Ruin estimates under interest force (English)
0 references
22 November 1995
0 references
interest-rate
0 references
Lundberg inequality
0 references
infinite time ruin probabilities
0 references
compound Poisson process
0 references
constant premium rate
0 references
constant interest rate
0 references
ruin probability
0 references
approximations
0 references
bounds
0 references
zero initial reserve
0 references
exponential claim sizes
0 references
0 references
0 references
0.89224696
0 references
0.88214767
0 references
